+10.2%
CMCSA vs STT
+264.2%
-254.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +0.1% | +2.2% | -2.1% | -0.6% |
| 30D | +3.8% | +3.9% | -0.1% | +2.4% |
| 3M | +12.3% | +19.2% | -6.8% | +5.5% |
| 6M | -15.4% | +60.4% | -75.8% | -28.4% |
| YTD | -2.5% | +51.5% | -53.9% | -16.1% |
| 1Y | -13.4% | +76.3% | -89.7% | -29.5% |
| 3Y | -30.4% | +200.7% | -231.1% | -53.5% |
| 5Y | -45.0% | +157.5% | -202.5% | -62.6% |
| 10Y | +10.2% | +262.0% | -251.8% | -38.6% |
| All | +10.2% | +264.2% | -254.0% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling